/// <summary> /// Copies the outline of a security position from the data model into the AppraisalSet. /// </summary> /// <param name="AccountId">AccountId of the position to search through.</param> /// <param name="SecurityId">SecurityId of the position to search through.</param> /// <param name="PositionTypeCode">Position Type Code of the position to search through.</param> /// <remarks> /// Table locks needed: /// Read: Security /// </remarks> protected void BuildSecurity(int AccountId, int SecurityId, int PositionTypeCode) { // See if the given security exists already in the table of security. If this is the first time we've // encountered this security, we need to add it to the driver tables and then recursively search the hierarchy // and add every parent sector all the way up to the security classification scheme. If we've run across it // already, we don't need to do anything related to the security. AppraisalSet.SecurityRow driverSecurity = this.Security.FindBySecurityId(SecurityId); if (driverSecurity == null) { // The AppraisalSet structure mirrors the structure of the MarketData. We have a common 'object' table that // all object can use to navigate the tree structure. When adding a new element to the data structure, // we need to add the object first to maintain integrity, then the security can be added. AppraisalSet.ObjectRow objectRow = this.Object.AddObjectRow(SecurityId); driverSecurity = this.Security.AddSecurityRow(objectRow); // Recursively search the hierarchy all the way up to the security classification scheme. This will add // any elements of the hierarchy that are not already part of the outline. Note that we first check to // see if the security belongs to the given security scheme before building the links. This saves us from // having unused fragments of other security scheme in the outline. This is useful when checking for // unclassified security. DataModel.SecurityRow securityRow = DataModel.Security.FindBySecurityId(SecurityId); if (IsObjectInScheme(securityRow.ObjectRow)) { BuildSector(securityRow.ObjectRow); BuildScheme(securityRow.ObjectRow); } } // At this point, we know that the security and all the sector have been added to the outline. Check to see // if the position -- that is, the combination of security and whether we own it or have borrowed it -- exist // in the outline. Add the combination if it doesn't. AppraisalSet.PositionRow positionRow = this.Position.FindBySecurityIdPositionTypeCode(SecurityId, PositionTypeCode); if (positionRow == null) { positionRow = this.Position.AddPositionRow(driverSecurity, PositionTypeCode); } // Finally, at the bottom of the list, is the account level information. This operation insures that only distinct account/position combinations // appear in the document. This is very useful if the same account were to appear in different groups. AppraisalSet.AccountRow driverAccount = this.Account.FindByAccountIdSecurityIdPositionTypeCode(AccountId, SecurityId, PositionTypeCode); if (driverAccount == null) { driverAccount = this.Account.AddAccountRow(AccountId, SecurityId, PositionTypeCode); } }
/// <summary> /// Creates an Equity Element for an Appriasal Document. /// </summary> /// <param name="appraisalDocument">The parent Xml Document.</param> /// <param name="equityRow">An equity record from the data model.</param> /// <param name="PositionTypeCode">Whether a short or long position.</param> public EquityElement(AppraisalDocument appraisalDocument, ClientMarketData.EquityRow equityRow, AppraisalSet.PositionRow positionRow) : base("Equity", appraisalDocument) { // These records are used to access information held in the ancestors. ClientMarketData.SecurityRow securityRow = equityRow.SecurityRowByFKSecurityEquityEquityId; ClientMarketData.ObjectRow objectRow = securityRow.ObjectRow; // Add the essential attributes for this element. AddAttribute("SecurityId", equityRow.EquityId.ToString()); AddAttribute("PositionTypeCode", positionRow.PositionTypeCode.ToString()); AddAttribute("Name", objectRow.Name.ToString()); AddAttribute("PriceFactor", securityRow.PriceFactor.ToString()); AddAttribute("QuantityFactor", securityRow.QuantityFactor.ToString()); // Find the price based on the default currency found in the equity record. If the security master doesn't // have a price for this security, provide dummy values to insure a market value can be calculated. Zero is a // perfectly reasonable interpretation of a missing price. ClientMarketData.PriceRow securityPrice = ClientMarketData.Price.FindBySecurityIdCurrencyId( securityRow.SecurityId, equityRow.SettlementId); if (securityPrice == null) { AddAttribute("Price", "0.0"); } else { if (ClientPreferences.Pricing == Pricing.Close) { AddAttribute("Price", securityPrice.ClosePrice.ToString()); } if (ClientPreferences.Pricing == Pricing.Last) { AddAttribute("Price", securityPrice.LastPrice.ToString()); } } // Find the crossing price. This is used to convert any local price into the account's base currency. Provide // defaults if the crossing price can be found. While this will lead to wrong values, they will be obvious on // the appraisal. ClientMarketData.PriceRow currencyPrice = ClientMarketData.Price.FindBySecurityIdCurrencyId( equityRow.SettlementId, appraisalDocument.AccountRow.CurrencyRow.CurrencyId); if (currencyPrice == null) { AddAttribute("CloseCrossPrice", "0.0"); AddAttribute("LastCrossPrice", "0.0"); } else { AddAttribute("CloseCrossPrice", currencyPrice.ClosePrice.ToString()); AddAttribute("LastCrossPrice", currencyPrice.LastPrice.ToString()); } // Add a target percentage if one is associated with this security. ClientMarketData.PositionTargetRow positionTargetRow = ClientMarketData.PositionTarget.FindByModelIdSecurityIdPositionTypeCode( appraisalDocument.ModelRow.ModelId, equityRow.EquityId, positionRow.PositionTypeCode); if (positionTargetRow != null) { AddAttribute("ModelPercent", positionTargetRow.Percent.ToString()); } // If there is a position record associated with this, er.. position, then add the externally supplied data // to the record. Since the tax lots are always aggregated as we need them into a position, there's no static // table that keeps position data. This information is generally from an outside system that is related to // the position, such as risk metrics or quantitative calculations. ClientMarketData.PositionRow position = ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode( appraisalDocument.AccountRow.AccountId, positionRow.SecurityId, positionRow.PositionTypeCode); if (position != null) { if (!position.IsUserData0Null()) { AddAttribute("UserData0", position.UserData0.ToString()); } if (!position.IsUserData1Null()) { AddAttribute("UserData1", position.UserData1.ToString()); } if (!position.IsUserData2Null()) { AddAttribute("UserData2", position.UserData2.ToString()); } if (!position.IsUserData3Null()) { AddAttribute("UserData3", position.UserData3.ToString()); } if (!position.IsUserData4Null()) { AddAttribute("UserData4", position.UserData4.ToString()); } if (!position.IsUserData5Null()) { AddAttribute("UserData5", position.UserData5.ToString()); } if (!position.IsUserData6Null()) { AddAttribute("UserData6", position.UserData6.ToString()); } if (!position.IsUserData7Null()) { AddAttribute("UserData7", position.UserData7.ToString()); } } // Add the account level aggregates for this security/position type pair. foreach (AppraisalSet.AccountRow accountRow in positionRow.GetAccountRows()) { this.AppendChild(new AccountElement(appraisalDocument, accountRow)); } }
/// <summary> /// Creates a Currency Element for an Appraisal Document. /// </summary> /// <param name="appraisalDocument">The parent Xml Document.</param> /// <param name="currencyRow">A currency record in the data model.</param> /// <param name="PositionTypeCode">Whether a short or long position.</param> public CurrencyElement(AppraisalDocument appraisalDocument, ClientMarketData.CurrencyRow currencyRow, AppraisalSet.PositionRow positionRow) : base("Currency", appraisalDocument) { // These records are used to access information held in the ancestors. ClientMarketData.SecurityRow securityRow = currencyRow.SecurityRow; ClientMarketData.ObjectRow objectRow = securityRow.ObjectRow; // Add the essential attributes for this element. AddAttribute("SecurityId", currencyRow.CurrencyId.ToString()); AddAttribute("PositionTypeCode", positionRow.PositionTypeCode.ToString()); AddAttribute("Name", objectRow.Name.ToString()); // Add the price info. ClientMarketData.PriceRow priceRow = ClientMarketData.Price.FindBySecurityIdCurrencyId(securityRow.SecurityId, appraisalDocument.AccountRow.CurrencyRow.CurrencyId); if (priceRow == null) { AddAttribute("Price", "0.0"); } else { if (ClientPreferences.Pricing == Pricing.Close) { AddAttribute("Price", priceRow.ClosePrice.ToString()); } if (ClientPreferences.Pricing == Pricing.Last) { AddAttribute("Price", priceRow.LastPrice.ToString()); } } // Add a target percentage if one is associated with this security. ClientMarketData.PositionTargetRow positionTargetRow = ClientMarketData.PositionTarget.FindByModelIdSecurityIdPositionTypeCode( appraisalDocument.ModelRow.ModelId, currencyRow.CurrencyId, positionRow.PositionTypeCode); if (positionTargetRow != null) { AddAttribute("ModelPercent", positionTargetRow.Percent.ToString()); } // If there is a position record associated with this, er.. position, then add the externally supplied data // to the record. Since the tax lots are always aggregated as we need them into a position, there's no static // table that keeps position data. This information is generally from an outside system that is related to // the position, such as risk metrics or quantitative calculations. ClientMarketData.PositionRow position = ClientMarketData.Position.FindByAccountIdSecurityIdPositionTypeCode( appraisalDocument.AccountRow.AccountId, positionRow.SecurityId, positionRow.PositionTypeCode); if (position != null) { if (!position.IsUserData0Null()) { AddAttribute("UserData0", position.UserData0.ToString()); } if (!position.IsUserData1Null()) { AddAttribute("UserData1", position.UserData1.ToString()); } if (!position.IsUserData2Null()) { AddAttribute("UserData2", position.UserData2.ToString()); } if (!position.IsUserData3Null()) { AddAttribute("UserData3", position.UserData3.ToString()); } if (!position.IsUserData4Null()) { AddAttribute("UserData4", position.UserData4.ToString()); } if (!position.IsUserData5Null()) { AddAttribute("UserData5", position.UserData5.ToString()); } if (!position.IsUserData6Null()) { AddAttribute("UserData6", position.UserData6.ToString()); } if (!position.IsUserData7Null()) { AddAttribute("UserData7", position.UserData7.ToString()); } } // Append the account level aggregates to this security/position type element. foreach (AppraisalSet.AccountRow accountRow in positionRow.GetAccountRows()) { this.AppendChild(new AccountElement(appraisalDocument, accountRow)); } }